0001666335-19-000002.txt : 20190214 0001666335-19-000002.hdr.sgml : 20190214 20190214071258 ACCESSION NUMBER: 0001666335-19-000002 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20181231 FILED AS OF DATE: 20190214 DATE AS OF CHANGE: 20190214 EFFECTIVENESS DATE: 20190214 FILER: COMPANY DATA: COMPANY CONFORMED NAME: Rokos Capital Management LLP CENTRAL INDEX KEY: 0001666335 IRS NUMBER: 000000000 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-19229 FILM NUMBER: 19600669 BUSINESS ADDRESS: STREET 1: 23 SAVILE ROW CITY: LONDON STATE: X0 ZIP: W1S 2ET BUSINESS PHONE: 02036689000 MAIL ADDRESS: STREET 1: 23 SAVILE ROW CITY: LONDON STATE: X0 ZIP: W1S 2ET 13F-HR 1 primary_doc.xml 13F-HR LIVE false true true 0001666335 XXXXXXXX 12-31-2018 12-31-2018 Rokos Capital Management LLP

23 SAVILE ROW LONDON X0 W1S 2ET

13F HOLDINGS REPORT 028-19229 N David Gilbert 00442036689000 David Gilbert London X0 02-14-2019 0 10 36374 false INFORMATION TABLE 2 RokosCapitalForm13F.xml ANADARKO PETE CORP COM 032511107 216 5000 SH SOLE 5000 0 0 BAIDU INC SPON ADR REP A 056752108 320 2000 SH SOLE 2000 0 0 DISNEY WALT CO COM DISNEY 254687106 1336 12400 SH SOLE 12400 0 0 DISNEY WALT CO PUT 254687956 2162 20300 SH Put SOLE 20300 0 0 ISHARES TR MSCI EMG MKT ETF 464287234 7538 192339 SH SOLE 192339 0 0 ISHARES TR JPMORGAN USD EMG 464288281 3627 35000 SH SOLE 35000 0 0 ISHARES TR MSCI MEXICO ETF 464286822 397 9700 SH SOLE 9700 0 0 LILLY ELI & CO CALL 532457908 9049 80000 SH Call SOLE 80000 0 0 LILLY ELI & CO PUT 532457958 11311 100000 SH Put SOLE 100000 0 0 SPDR SERIES TRUST S&P OILGAS EXP 78464A730 418 16000 SH SOLE 16000 0 0